Actually there is a lot more to it than, 'must breathe'.
Jet fighter cockpits are pressurized, they would have to be for temperature control if nothing else. It's also not unusual for a pilot to release his mask and hang it off to one side for comfort. Besides safety, in the event of lost pressurization, another reason to wear the mask is that's were the mike is.
Jets may have, oxygen bottles, a LOX (liquid oxygen) system, 100% pure oxygen, OBOGS (On Board Oxygen Generation System) which although not 100% O2, but its close enough or even produce oxygen from solid state like the C-5.
During most flight conditions oxygen is delivered to the mask through a regulator diluter mechanism. When cabin altitude increases, more 100 percent oxygen is added to the mixture until FL320 is reached. Then the ambient air port closes automatically and only 100 percent oxygen is delivered. If you lose pressure at high altitude it's not enough to get 100% O2, it has to be delivered under pressure. That means you relax your diaphragm to in hale and force the air out to exhale. It also means you can only talk when inhaling. That's one of the things you practice during altitude training.
Good question cuz it exposed a whole bunch of bad answers.